Quite old post you're answering to, here's another go.
Check whether the Normal style has the "Automatically update" checkbox checked. Or any of the styles in use.
It's a bit different on different versions. In 2002/2003, bring up the Styles/formatting task PITA (hit the AA button at the left of the Format Toolbar, or use Ctrl+F1, then select the correct task PITA from the top). Then right click Normal (or the styles you wish to check), select modify.
For 2000 and previous versions, hit Format | Style, select the style Normal (or the styles you wish to check), hit Modify.